Guardia L.T.,Federal University of Fluminense |
de Torres T.G.,University Federal Of Rio Of Janeirorj
Engineering Optimization IV - Proceedings of the 4th International Conference on Engineering Optimization, ENGOPT 2014 | Year: 2014
In this work, we propose a new decomposition method for the multistage stochastic distribution problem which involves the allocation of goods or resources to storage areas in anticipation of forecasted markets demands. This problem is solved applying the interior point method where the normal equations are decomposed using the AINV factorization. The stochastic distribution problem is implemented using the MATLAB code for some test problems and the numerical results report the efficiency of the interior-point method for solving this model. © 2015 Taylor & Francis Group, London.